+617.1%
OUST vs VSXY
+324.0%
+293.1%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.2% |
| 7D | +5.2% | -14.0% | +19.2% | +7.8% |
| 30D | -19.3% | -15.9% | -3.3% | -17.3% |
| 3M | -22.6% | +3.4% | -26.0% | -24.4% |
| 6M | +62.8% | +25.9% | +36.9% | +48.8% |
| YTD | +68.3% | +39.5% | +28.9% | +50.2% |
| 1Y | +28.5% | +194.4% | -165.8% | -3.8% |
| All | +617.1% | +324.0% | +293.1% | +338.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling